Raijin won't be a problem for him at that point because not only would he be a true god, he would also be a god king. No matter how powerful Raijin is, he would still only be a demigod. There is no way he won't be able to defeat Raijin then.
So Icon isn't willing to ally with Kelvin and won't let Kelvin threaten him into submission.
Instead, he sneered when he saw the message. Then he proceeded to use the message to gather more information about Kelvin in order to narrow down his position.
He chuckled inwardly as one of his tracking puppets began scanning the message and the environment while saying to himself, "I must admit that this might have worked on me in the past when I was foolish. But now I know that if you want to achieve something great, you must be willing to do anything and sacrifice everything for it."